H. Deutsch

Broschiertes Buch

Derivatives and Internal Models

Beschreibung

This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples.

Autor

HANS-PETER DEUTSCH is Founder and Managing Director of d-fine, one of the leading financial services consulting firms in Europe. He was formerly a Partner at Arthur Andersen and Head of Financial Risk Consulting in Germany. Dr Deutsch holds a Ph.D. in theoretical physics and is author of many publications in the area of quantitative finance. He is also Guest Lecturer for Mathematical Finance at Oxford University, UK, and Chairman of the Advisory Board of the MathFinance Institute at Goethe University in Frankfurt, Germany.

Produktdetails

• Finance and Capital Markets Series
• Verlag: Palgrave Macmillan / Palgrave Macmillan UK / Springer Palgrave Macmillan
• Artikelnr. des Verlages: 978-1-349-30766-1
• 4. Aufl.
• Seitenzahl: 776
• Erscheinungstermin: 25. Juni 2009
• Englisch
• Abmessung: 229mm x 152mm x 42mm
• Gewicht: 1101g
• ISBN-13: 9781349307661
• ISBN-10: 1349307661
• Artikelnr.: 45579981

Rezensionen

Praise for previous edition:

'Whether you are looking for a standard reference or a stand-alone learning guide, Derivatives and Internal Models deserves a place on your bookshelf.'

-Risk